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FpML Issues Tracker
1002: indexFactor missing in IndexReferenceInformation (in 5.0 – 4th working draft)
The sugesstion from the Coordination Committee was taken into account by the Credit Derivatives WG and the IM-Custodian WG and a separate message was developed to notify trade changes.
In version 5.0, that message is called tradeChangeAdvice. This message contains a change element, which is head of a substitution group and one of the substitutes of that element is and indexChange. indexChange contains the indexFactor and factoredNotional.
Notes:
mgratacos
02/10/10 11:05 am
mgratacos
02/10/10 11:09 am
The sugesstion from the Coordination Committee was taken into account by the Credit Derivatives WG and the IM-Custodian WG and a separate message was developed to notify trade changes.
In version 5.0, that message is called tradeChangeAdvice. This message contains a change element, which is head of a substitution group and one of the substitutes of that element is and indexChange. indexChange contains the indexFactor and factoredNotional.